I don't know. It's possible that he might just be treating Kazuha as a mere friend.
Heiji is rather dense in terms of Romance, I suppose. He probably has no idea that Kazuha likes him.
Movie 7 highlights how Heiji finds out that Kazuha was in fact his first love. However, he does not mean that he actually has feelings for her.
True, he might want to know about his crush at the time, but after finding out that his crush is Kazuha, his interest decreases.